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Exchange rate forecasting techniques, survey data, and implications for the foreign exchange market

Frankel, Jeffrey A.; Froot, Kenneth - 1990

Persistent link: https://www.econbiz.de/10000800670

Conditional mean-variance efficiency of the US stock market

Engel, Charles; Frankel, Jeffrey A.; Froot, Kenneth; … - 1989

Persistent link: https://www.econbiz.de/10000762682

The dollar as a speculative bubble : a tale of fundamentalists and chartists

Frankel, Jeffrey A.; Froot, Kenneth - 1986

Persistent link: https://www.econbiz.de/10000695085

The constrained asset share estimation (case) method : testing mean-variance efficiency of the US stock market

Engel, Charles; Frankel, Jeffrey A.; Froot, Kenneth; … - 1993

Persistent link: https://www.econbiz.de/10000862880

Exchange rate forecasting and the foreign exchange market

Frankel, Jeffrey A. - 1996

Persistent link: https://www.econbiz.de/10001328104

Chartistas, fundamentalistas y la demanda de dólares

Frankel, Jeffrey A. - In: Información comercial española / Cuadernos económicos (1988), pp. 195-242

Persistent link: https://www.econbiz.de/10001045308

Chartists, fundamentalists, and trading in the foreign exchange market

Frankel, Jeffrey A. - In: The American economic review 80 (1990) 2, pp. 181-185

Persistent link: https://www.econbiz.de/10001085488

Short-term and long-term expectations of the yen dollar exchange rate : evidence from survey data

Frankel, Jeffrey A. - In: Journal of the Japanese and international economies : … 1 (1987) 3, pp. 249-274

Persistent link: https://www.econbiz.de/10001058482

Chartists, fundamentalists and the demand for dollars

Frankel, Jeffrey A. - In: Greek economic review 10 (1988) 1, pp. 49-102

Persistent link: https://www.econbiz.de/10001096629

The Constrained Asset Share Estimation (Case) Method : Testing Mean-Variance Efficiency of the U.S. Stock Market

Engel, Charles - 2010

We apply the method of constrained asset share estimation (CASE) to test the mean-variance efficiency (MVE) of the stock market. This method allows conditional expected returns to vary in relatively unrestricted ways. The data estimate reasonably the price of risk, and, in some cases, the MVE...

Persistent link: https://www.econbiz.de/10012763456